HUI OU-YANG : Citation Profile


Are you HUI OU-YANG?

Cheung Kong Graduate School of Business

8

H index

7

i10 index

292

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   8 years (2003 - 2011). See details.
   Cites by year: 36
   Journals where HUI OU-YANG has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 1 (0.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pou50
   Updated: 2023-01-28    RAS profile: 2014-10-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with HUI OU-YANG.

Is cited by:

Cvitanic, Jaksa (11)

Kaniel, Ron (6)

He, Xuezhong (Tony) (5)

Xiong, Wei (4)

Gabaix, Xavier (4)

Edmans, Alex (4)

Wennberg, Karl (3)

Yang, Liyan (3)

Nejadmalayeri, Ali (3)

Shi, Lei (3)

Huang, Lixin (3)

Cites to:

pan, jun (5)

Biais, Bruno (3)

Subrahmanyam, Avanidhar (3)

Ait-Sahalia, Yacine (3)

Brennan, Michael (3)

Mayer, Christopher (3)

Genesove, David (3)

Thaler, Richard (3)

NAPP, Clotilde (2)

He, Hua (2)

Milgrom, Paul (2)

Main data


Where HUI OU-YANG has published?


Journals with more than one article published# docs
Review of Financial Studies4
Journal of Economic Theory2

Recent works citing HUI OU-YANG (2022 and 2021)


YearTitle of citing document
2021Robust Contracting in General Contract Spaces. (2019). Horst, Ulrich ; Beissner, Patrick ; Backhoff-Veraguas, Julio. In: Papers. RePEc:arx:papers:1910.12516.

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2022Speculative Trading, Prospect Theory and Transaction Costs. (2019). Zheng, Harry ; Lex, A ; Alex, . In: Papers. RePEc:arx:papers:1911.10106.

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2022Is there a Golden Parachute in Sannikovs principal-agent problem?. (2020). Touzi, Nizar ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2007.05529.

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2021Explicit solution simulation method for the 3/2 model. (2020). MacKay, Anne ; Kouritzin, Michael A ; Ren, Iro. In: Papers. RePEc:arx:papers:2009.09058.

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2021Governmental incentives for green bonds investment. (2021). Possamai, Dylan ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2101.00648.

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2022Optimal brokerage contracts in Almgren-Chriss model with multiple clients. (2022). Webster, Kevin ; Nadtochiy, Sergey ; Alvarez, Guillermo Alonso. In: Papers. RePEc:arx:papers:2204.05403.

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2022Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2021A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model. (2021). He, Xin-Jiang ; Lin, Sha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077920310353.

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2022Multi-market portfolio optimization with conditional value at risk. (2022). Brotcorne, Luce ; Labbe, Martine ; Nasini, Stefano. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:1:p:350-365.

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2022Relative performance evaluation for dynamic contracts in a large competitive market. (2022). Phillip, Sheung Chi ; Ma, Guiyuan ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:2:p:768-780.

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2022Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models. (2022). Wong, Patrick ; Ignatieva, Katja. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000561.

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2021Pay me a single figure! Assessing the impact of single figure regulation on CEO pay. (2021). Zhao, Jinsha ; Yan, Yan ; Li, Hao ; Ibrahim, Salma. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s105752192030288x.

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2022Trading activity around chapter 11 filing. (2022). Lambertides, Neophytos ; Chelley-Steeley, Patricia L. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000989.

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2021A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317098.

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2022Founding entrepreneur’s dilemma: Stay or exit the firm following an acquisition? An international comparison. (2022). Majocchi, Antonio ; Cavusgil, Tamer S ; Sanguineti, Francesca. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:1:s0969593121001165.

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2021Dynamic resource allocation with hidden volatility. (2021). Westerfield, Mark M ; Feng, Felix Zhiyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:560-581.

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2021Institutional trading in volatile markets: Evidence from Chinese stock markets. (2021). Zhang, Jinkai ; Darby, Julia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x2030696x.

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2021Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility. (2021). Zhang, Yumo. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:61-:d:524187.

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2022Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion. (2022). Lai, Anh Ngoc ; Mellios, Constantin. In: Post-Print. RePEc:hal:journl:hal-03708926.

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2022Robust contracting in general contract spaces. (2022). Horst, Ulrich ; Beissner, Patrick ; Backhoff-Veraguas, Julio. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:4:d:10.1007_s00199-021-01354-9.

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2022Optimal contracting under mean-volatility joint ambiguity uncertainties. (2022). Sung, Jaeyoung. In: Economic Theory. RePEc:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-021-01362-9.

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2022.

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2021Multi-period mean–variance portfolio optimization with management fees. (2021). Shi, Yun ; Gao, Jianjun ; Cui, Xiangyu. In: Operational Research. RePEc:spr:operea:v:21:y:2021:i:2:d:10.1007_s12351-019-00482-4.

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2022One session options: Playing the announcement lottery?. (2022). Robertson, Cameron D ; Liu, Zhangxin ; Smales, Lee A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:192-211.

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2022.

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Works by HUI OU-YANG:


YearTitleTypeCited
2006Incentives and performance in the presence of wealth effects and endogenous risk In: Journal of Economic Theory.
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article8
2006Prospect theory and liquidation decisions In: Journal of Economic Theory.
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article35
2006Estimation of continuous-time models with an application to equity volatility dynamics In: Journal of Financial Economics.
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article58
2003Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem In: Review of Financial Studies.
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article99
2005An Equilibrium Model of Asset Pricing and Moral Hazard In: Review of Financial Studies.
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article20
2009Differences of Opinion of Public Information and Speculative Trading in Stocks and Options In: Review of Financial Studies.
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article43
2011A Model of Portfolio Delegation and Strategic Trading In: Review of Financial Studies.
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article14
2006Capital Structure, Debt Maturity, and Stochastic Interest Rates In: The Journal of Business.
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article15

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